European, vanilla, option, pricing, C++
https://www.quantstart.com/articles/European-vanilla-option-pricing-with-C-via-Monte-Carlo-methods/
// A simple implementation of the Box-Muller algorithm, used to generate
// gaussian random numbers - necessary for the Monte Carlo method below
// Note that C++11 actually provides std::normal_distribution<> in
// the <random> library, which can be used instead of this function
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